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- Date: April 24, 2024
- Location: Dimensional Fund Advisors
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Speakers
Kathryn Kaminski
Organization: AlphaSimplex
As Chief Research Strategist of AlphaSimplex, Dr. Kaminski conducts applied research, leads strategic research initiatives, focuses on portfolio construction and risk management, and engages in product development. Dr. Kaminski is a member of the Investment Committee. She also serves as a co-portfolio manager for the AlphaSimplex Managed Futures Strategy and AlphaSimplex Global Alternatives Strategy. Dr. Kaminski joined AlphaSimplex in 2018 after being a visiting scientist at the MIT Laboratory for Financial Engineering. Prior to this, she held portfolio management positions as a director, investment strategies at Campbell and Company and as a senior investment analyst at RPM, a CTA fund of funds.
Christophe L'Ahelec
Organization: University Pension Plan
Christophe L'Ahelec is an investment professional with more than twenty years of global experience in France, Hong Kong, Switzerland, and Canada. As Managing Director, Head of Public Markets, he is responsible for UPP’s global investment strategy with a particular focus on Active Public Market activities, including Public Equity, Public Credit and Absolute Return Strategies. Christophe is a graduate engineer in Finance and Applied Mathematics from the ENSIMAG, France and holds the Chartered Financial Analyst® designation.
Marat Molyboga
Organization: Efficient Capital Management
Marat Molyboga is the Chief Risk Officer and Director of Research at Efficient Capital Management, where he helps shape strategic priorities as a member of the Leadership Team. He began his career at Efficient in 2001 as a Research Analyst, working on fund selection and portfolio construction algorithms. Later, he spent several years developing and managing intraday trading strategies for a firm subsidiary before assuming his current risk management and research roles. His expertise is in hedge fund performance evaluation and portfolio construction, specializing in practical applications of rigorous academic research. Dr. Molyboga co-authored the book “Your Essential Guide to Quantitative Hedge Fund Investing.” He is also an Adjunct Professor at the Illinois Institute of Technology Stuart School of Business, where he teaches empirical finance techniques to Ph.D. students.
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